Correction of trust region method with a new modified Newton method

Niri, T. Dehghan; Heydari, Mohammad; Hosseini, Mohammad Mehdi

doi:10.1080/00207160.2019.1607844

Cited by 6 publications

(1 citation statement)

References 20 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…Moreover, since the nonmonotone line search technique can improve the likelihood of finding a global optimal solution and convergence speed in cases where the involving function is highly nonconvex and has a valley in a small neighbourhood of some point, the nonmonotone line search criterion has been used in some smoothing Newton methods for solving CPs (see, for example, [42][43][44][45]). More nonmonotone techniques can be found in [46][47][48][49][50]. In addition, some related Newton-type methods can be found in [51][52][53][54][55].…”

Section: Introductionmentioning

confidence: 99%

A Smoothing Newton Method with a Mixed Line Search for Monotone Weighted Complementarity Problems

Jiang

2020

Mathematical Problems in Engineering

View full text Add to dashboard Cite

In this paper, we present a smoothing Newton method for solving the monotone weighted complementarity problem (WCP). In each iteration of our method, the iterative direction is achieved by solving a system of linear equations and the iterative step length is achieved by adopting a line search. A feature of the line search criteria used in this paper is that monotone and nonmonotone line search are mixed used. The proposed method is new even when the WCP reduces to the standard complementarity problem. Particularly, the proposed method is proved to possess the global convergence under a weak assumption. The preliminary experimental results show the effectiveness and robustness of the proposed method for solving the concerned WCP.

show abstract